+191.0%
JBL vs ENB
+76.5%
+114.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.3% |
| 7D | +4.0% | -0.3% | +4.3% | +4.0% |
| 30D | -7.5% | -1.1% | -6.4% | -7.4% |
| 3M | -14.1% | -8.5% | -5.6% | -13.4% |
| 6M | +25.9% | -4.5% | +30.4% | +25.8% |
| YTD | +36.7% | +9.1% | +27.6% | +32.9% |
| 1Y | +49.0% | +8.0% | +41.0% | +45.2% |
| All | +191.0% | +76.5% | +114.5% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ENB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling